Title of article :
A Goodness of Fit Test For Normality Based on Balakrishnan- Sanghvi Information
Author/Authors :
Tavakoli, Mahsa Department of Statistics - Ferdowsi University of Mashhad, Iran , Arghami, Naserreza Department of Statistics - Ferdowsi University of Mashhad, Iran , Abbasnejad, Malihe Department of Statistics - Hakim Sabzevari University of Mashhad, Iran
Abstract :
We introduce a new goodness of fit test for normality based on Balakrishnan-
Sanghvi divergence measure. In order to estimate the divergence measure, we use a
method similar to Vasicek's for estimating the Shannon entropy. Also, the test statistic
based on kernel density estimation is investigated. Critical values and the power of
tests are computed by Monte Carlo simulation. It is shown that the tests are consistent.
Further, by comparing the power of proposed tests with other normality tests, we
suggest the new entropic based test according to Balakrishnan-Sanghvi divergence
measure using Vasicek method.
Keywords :
Vasicek sample entropy , Normality test , Entropy , Divergence measure
